+34.4%
DG vs WST
+49.6%
-15.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.0% | +1.1% | -4.0% | -3.2% |
| 30D | +8.6% | +12.4% | -3.8% | +5.4% |
| 3M | +15.0% | +17.6% | -2.5% | +10.2% |
| 6M | +32.7% | +28.3% | +4.4% | +23.8% |
| YTD | +5.5% | +50.5% | -45.0% | -4.6% |
| All | +34.4% | +49.6% | -15.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling